[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata pricingengines.xml, 1.4, 1.5
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From: Cristina D. <cdu...@us...> - 2006-06-22 16:58:07
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16402/gensrc/metadata Modified Files: pricingengines.xml Log Message: exported BlackCapFloorEngine Index: pricingengines.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/pricingengines.xml,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** pricingengines.xml 22 Jun 2006 10:41:33 -0000 1.4 --- pricingengines.xml 22 Jun 2006 16:58:03 -0000 1.5 *************** *** 32,39 **** <ParameterList> <Parameters> ! <Parameter name='vol' libraryType='QuantLib::Volatility'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>cap/floor Black volatility</description> </Parameter> </Parameters> --- 32,39 ---- <ParameterList> <Parameters> ! <Parameter name='vol'> <type>double</type> <tensorRank>scalar</tensorRank> ! <description>cap/floor term volatility</description> </Parameter> </Parameters> |